The computer driven markets for instruments like stocks and exchange traded stock options, have transformed finance and the flow of capital. These markets are enabled by order matching engines (and the infrastructure that supports this software). Before computer trading networks and matching engines, stocks where traded on cavernous exchange floors and transaction costs where high. When electronic trading fully matured, floor traders were a fading anachronism and transaction costs had been reduced to pennies a share in many cases. Electronic trading could not exist without advanced network infrastructure, but without the software matching engines no shares would change hands. The computer trading networks, the matching engine software has also created a concentrated nexus of potential failure. Failures in these systems have increased as the frequency and volume on the electronic networks has increased. The position of order matching engines in the trading infrastructure makes these systems o
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pkgs: attrs: | |
with pkgs; | |
let defaultAttrs = { | |
builder = "${bash}/bin/bash"; | |
args = [ ./builder.sh ]; | |
setup = ./setup.sh; | |
baseInputs = [ gnutar gzip gnumake gcc binutils coreutils gawk gnused gnugrep patchelf findutils ]; | |
buildInputs = []; | |
system = builtins.currentSystem; | |
}; |
This helper has finally been moved into a gem called nav_lynx!
https://github.com/vigetlabs/nav_lynx
http://rubygems.org/gems/nav_lynx
Thanks to @brianjlandau and @reagent for getting that set up and tested!
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/* This is the call-with-current-continuation found in Scheme and other | |
* Lisps. It captures the current call context and passes a callback to | |
* resume it as an argument to the function. Here, I've modified it to fit | |
* JavaScript and node.js paradigms by making it a method on Function | |
* objects and using function (err, result) style callbacks. | |
*/ | |
Function.prototype.callcc = function(context /* args... */) { | |
var that = this, | |
caller = Fiber.current, | |
fiber = Fiber(function () { |
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(ns inc-sandbox.corr-demo | |
(:require [clojure.set :as set]) | |
(:use (incanter core stats charts io)) | |
(:require [clj-time.core :as time]) | |
(:use (clj-time [format :only (formatter formatters parse)] | |
[coerce :only (to-long)]))) | |
(defn sym-to-dataset | |
"returns a dataset read from a local CSV in './data/' given a Yahoo Finance symbol name" | |
[yf-symbol] |